diff options
author | Alberto Ruiz <aruiz@um.es> | 2011-12-14 13:08:43 +0100 |
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committer | Alberto Ruiz <aruiz@um.es> | 2011-12-14 13:08:43 +0100 |
commit | 77552d080e88fc70312f55fd3303fac3464ab46e (patch) | |
tree | 1dc87dd22ce0da0f1807765568fbc04285bf3621 /lib/Numeric/LinearAlgebra/Tests/Properties.hs | |
parent | c3bda2d38c432fb53ce456cba295b097fd4d6ad1 (diff) |
new package hmatrix-tests
Diffstat (limited to 'lib/Numeric/LinearAlgebra/Tests/Properties.hs')
-rw-r--r-- | lib/Numeric/LinearAlgebra/Tests/Properties.hs | 272 |
1 files changed, 0 insertions, 272 deletions
diff --git a/lib/Numeric/LinearAlgebra/Tests/Properties.hs b/lib/Numeric/LinearAlgebra/Tests/Properties.hs deleted file mode 100644 index fe13544..0000000 --- a/lib/Numeric/LinearAlgebra/Tests/Properties.hs +++ /dev/null | |||
@@ -1,272 +0,0 @@ | |||
1 | {-# LANGUAGE CPP, FlexibleContexts #-} | ||
2 | {-# OPTIONS_GHC -fno-warn-unused-imports #-} | ||
3 | ----------------------------------------------------------------------------- | ||
4 | {- | | ||
5 | Module : Numeric.LinearAlgebra.Tests.Properties | ||
6 | Copyright : (c) Alberto Ruiz 2008 | ||
7 | License : GPL-style | ||
8 | |||
9 | Maintainer : Alberto Ruiz (aruiz at um dot es) | ||
10 | Stability : provisional | ||
11 | Portability : portable | ||
12 | |||
13 | Testing properties. | ||
14 | |||
15 | -} | ||
16 | |||
17 | module Numeric.LinearAlgebra.Tests.Properties ( | ||
18 | dist, (|~|), (~:), Aprox((:~)), | ||
19 | zeros, ones, | ||
20 | square, | ||
21 | unitary, | ||
22 | hermitian, | ||
23 | wellCond, | ||
24 | positiveDefinite, | ||
25 | upperTriang, | ||
26 | upperHessenberg, | ||
27 | luProp, | ||
28 | invProp, | ||
29 | pinvProp, | ||
30 | detProp, | ||
31 | nullspaceProp, | ||
32 | bugProp, | ||
33 | svdProp1, svdProp1a, svdProp1b, svdProp2, svdProp3, svdProp4, | ||
34 | svdProp5a, svdProp5b, svdProp6a, svdProp6b, svdProp7, | ||
35 | eigProp, eigSHProp, eigProp2, eigSHProp2, | ||
36 | qrProp, rqProp, rqProp1, rqProp2, rqProp3, | ||
37 | hessProp, | ||
38 | schurProp1, schurProp2, | ||
39 | cholProp, exactProp, | ||
40 | expmDiagProp, | ||
41 | multProp1, multProp2, | ||
42 | subProp, | ||
43 | linearSolveProp, linearSolveProp2 | ||
44 | ) where | ||
45 | |||
46 | import Numeric.LinearAlgebra --hiding (real,complex) | ||
47 | import Numeric.LinearAlgebra.LAPACK | ||
48 | import Debug.Trace | ||
49 | #include "quickCheckCompat.h" | ||
50 | |||
51 | |||
52 | --real x = real'' x | ||
53 | --complex x = complex'' x | ||
54 | |||
55 | debug x = trace (show x) x | ||
56 | |||
57 | -- relative error | ||
58 | dist :: (Normed c t, Num (c t)) => c t -> c t -> Double | ||
59 | dist a b = realToFrac r | ||
60 | where norm = pnorm Infinity | ||
61 | na = norm a | ||
62 | nb = norm b | ||
63 | nab = norm (a-b) | ||
64 | mx = max na nb | ||
65 | mn = min na nb | ||
66 | r = if mn < peps | ||
67 | then mx | ||
68 | else nab/mx | ||
69 | |||
70 | infixl 4 |~| | ||
71 | a |~| b = a :~10~: b | ||
72 | --a |~| b = dist a b < 10^^(-10) | ||
73 | |||
74 | data Aprox a = (:~) a Int | ||
75 | -- (~:) :: (Normed a, Num a) => Aprox a -> a -> Bool | ||
76 | a :~n~: b = dist a b < 10^^(-n) | ||
77 | |||
78 | ------------------------------------------------------ | ||
79 | |||
80 | square m = rows m == cols m | ||
81 | |||
82 | -- orthonormal columns | ||
83 | orthonormal m = ctrans m <> m |~| ident (cols m) | ||
84 | |||
85 | unitary m = square m && orthonormal m | ||
86 | |||
87 | hermitian m = square m && m |~| ctrans m | ||
88 | |||
89 | wellCond m = rcond m > 1/100 | ||
90 | |||
91 | positiveDefinite m = minimum (toList e) > 0 | ||
92 | where (e,_v) = eigSH m | ||
93 | |||
94 | upperTriang m = rows m == 1 || down == z | ||
95 | where down = fromList $ concat $ zipWith drop [1..] (toLists (ctrans m)) | ||
96 | z = constant 0 (dim down) | ||
97 | |||
98 | upperHessenberg m = rows m < 3 || down == z | ||
99 | where down = fromList $ concat $ zipWith drop [2..] (toLists (ctrans m)) | ||
100 | z = constant 0 (dim down) | ||
101 | |||
102 | zeros (r,c) = reshape c (constant 0 (r*c)) | ||
103 | |||
104 | ones (r,c) = zeros (r,c) + 1 | ||
105 | |||
106 | ----------------------------------------------------- | ||
107 | |||
108 | luProp m = m |~| p <> l <> u && f (det p) |~| f s | ||
109 | where (l,u,p,s) = lu m | ||
110 | f x = fromList [x] | ||
111 | |||
112 | invProp m = m <> inv m |~| ident (rows m) | ||
113 | |||
114 | pinvProp m = m <> p <> m |~| m | ||
115 | && p <> m <> p |~| p | ||
116 | && hermitian (m<>p) | ||
117 | && hermitian (p<>m) | ||
118 | where p = pinv m | ||
119 | |||
120 | detProp m = s d1 |~| s d2 | ||
121 | where d1 = det m | ||
122 | d2 = det' * det q | ||
123 | det' = product $ toList $ takeDiag r | ||
124 | (q,r) = qr m | ||
125 | s x = fromList [x] | ||
126 | |||
127 | nullspaceProp m = null nl `trivial` (null nl || m <> n |~| zeros (r,c) | ||
128 | && orthonormal (fromColumns nl)) | ||
129 | where nl = nullspacePrec 1 m | ||
130 | n = fromColumns nl | ||
131 | r = rows m | ||
132 | c = cols m - rank m | ||
133 | |||
134 | ------------------------------------------------------------------ | ||
135 | |||
136 | -- testcase for nonempty fpu stack | ||
137 | -- uncommenting unitary' signature eliminates the problem | ||
138 | bugProp m = m |~| u <> real d <> trans v && unitary' u && unitary' v | ||
139 | where (u,d,v) = fullSVD m | ||
140 | -- unitary' :: (Num (Vector t), Field t) => Matrix t -> Bool | ||
141 | unitary' a = unitary a | ||
142 | |||
143 | ------------------------------------------------------------------ | ||
144 | |||
145 | -- fullSVD | ||
146 | svdProp1 m = m |~| u <> real d <> trans v && unitary u && unitary v | ||
147 | where (u,d,v) = fullSVD m | ||
148 | |||
149 | svdProp1a svdfun m = m |~| u <> real d <> trans v && unitary u && unitary v where | ||
150 | (u,s,v) = svdfun m | ||
151 | d = diagRect 0 s (rows m) (cols m) | ||
152 | |||
153 | svdProp1b svdfun m = unitary u && unitary v where | ||
154 | (u,_,v) = svdfun m | ||
155 | |||
156 | -- thinSVD | ||
157 | svdProp2 thinSVDfun m = m |~| u <> diag (real s) <> trans v && orthonormal u && orthonormal v && dim s == min (rows m) (cols m) | ||
158 | where (u,s,v) = thinSVDfun m | ||
159 | |||
160 | -- compactSVD | ||
161 | svdProp3 m = (m |~| u <> real (diag s) <> trans v | ||
162 | && orthonormal u && orthonormal v) | ||
163 | where (u,s,v) = compactSVD m | ||
164 | |||
165 | svdProp4 m' = m |~| u <> real (diag s) <> trans v | ||
166 | && orthonormal u && orthonormal v | ||
167 | && (dim s == r || r == 0 && dim s == 1) | ||
168 | where (u,s,v) = compactSVD m | ||
169 | m = fromBlocks [[m'],[m']] | ||
170 | r = rank m' | ||
171 | |||
172 | svdProp5a m = all (s1|~|) [s2,s3,s4,s5,s6] where | ||
173 | s1 = svR m | ||
174 | s2 = svRd m | ||
175 | (_,s3,_) = svdR m | ||
176 | (_,s4,_) = svdRd m | ||
177 | (_,s5,_) = thinSVDR m | ||
178 | (_,s6,_) = thinSVDRd m | ||
179 | |||
180 | svdProp5b m = all (s1|~|) [s2,s3,s4,s5,s6] where | ||
181 | s1 = svC m | ||
182 | s2 = svCd m | ||
183 | (_,s3,_) = svdC m | ||
184 | (_,s4,_) = svdCd m | ||
185 | (_,s5,_) = thinSVDC m | ||
186 | (_,s6,_) = thinSVDCd m | ||
187 | |||
188 | svdProp6a m = s |~| s' && v |~| v' && s |~| s'' && u |~| u' | ||
189 | where (u,s,v) = svdR m | ||
190 | (s',v') = rightSVR m | ||
191 | (u',s'') = leftSVR m | ||
192 | |||
193 | svdProp6b m = s |~| s' && v |~| v' && s |~| s'' && u |~| u' | ||
194 | where (u,s,v) = svdC m | ||
195 | (s',v') = rightSVC m | ||
196 | (u',s'') = leftSVC m | ||
197 | |||
198 | svdProp7 m = s |~| s' && u |~| u' && v |~| v' && s |~| s''' | ||
199 | where (u,s,v) = svd m | ||
200 | (s',v') = rightSV m | ||
201 | (u',_s'') = leftSV m | ||
202 | s''' = singularValues m | ||
203 | |||
204 | ------------------------------------------------------------------ | ||
205 | |||
206 | eigProp m = complex m <> v |~| v <> diag s | ||
207 | where (s, v) = eig m | ||
208 | |||
209 | eigSHProp m = m <> v |~| v <> real (diag s) | ||
210 | && unitary v | ||
211 | && m |~| v <> real (diag s) <> ctrans v | ||
212 | where (s, v) = eigSH m | ||
213 | |||
214 | eigProp2 m = fst (eig m) |~| eigenvalues m | ||
215 | |||
216 | eigSHProp2 m = fst (eigSH m) |~| eigenvaluesSH m | ||
217 | |||
218 | ------------------------------------------------------------------ | ||
219 | |||
220 | qrProp m = q <> r |~| m && unitary q && upperTriang r | ||
221 | where (q,r) = qr m | ||
222 | |||
223 | rqProp m = r <> q |~| m && unitary q && upperTriang' r | ||
224 | where (r,q) = rq m | ||
225 | |||
226 | rqProp1 m = r <> q |~| m | ||
227 | where (r,q) = rq m | ||
228 | |||
229 | rqProp2 m = unitary q | ||
230 | where (r,q) = rq m | ||
231 | |||
232 | rqProp3 m = upperTriang' r | ||
233 | where (r,q) = rq m | ||
234 | |||
235 | upperTriang' r = upptr (rows r) (cols r) * r |~| r | ||
236 | where upptr f c = buildMatrix f c $ \(r',c') -> if r'-t > c' then 0 else 1 | ||
237 | where t = f-c | ||
238 | |||
239 | hessProp m = m |~| p <> h <> ctrans p && unitary p && upperHessenberg h | ||
240 | where (p,h) = hess m | ||
241 | |||
242 | schurProp1 m = m |~| u <> s <> ctrans u && unitary u && upperTriang s | ||
243 | where (u,s) = schur m | ||
244 | |||
245 | schurProp2 m = m |~| u <> s <> ctrans u && unitary u && upperHessenberg s -- fixme | ||
246 | where (u,s) = schur m | ||
247 | |||
248 | cholProp m = m |~| ctrans c <> c && upperTriang c | ||
249 | where c = chol m | ||
250 | |||
251 | exactProp m = chol m == chol (m+0) | ||
252 | |||
253 | expmDiagProp m = expm (logm m) :~ 7 ~: complex m | ||
254 | where logm = matFunc log | ||
255 | |||
256 | -- reference multiply | ||
257 | mulH a b = fromLists [[ doth ai bj | bj <- toColumns b] | ai <- toRows a ] | ||
258 | where doth u v = sum $ zipWith (*) (toList u) (toList v) | ||
259 | |||
260 | multProp1 p (a,b) = (a <> b) :~p~: (mulH a b) | ||
261 | |||
262 | multProp2 p (a,b) = (ctrans (a <> b)) :~p~: (ctrans b <> ctrans a) | ||
263 | |||
264 | linearSolveProp f m = f m m |~| ident (rows m) | ||
265 | |||
266 | linearSolveProp2 f (a,x) = not wc `trivial` (not wc || a <> f a b |~| b) | ||
267 | where q = min (rows a) (cols a) | ||
268 | b = a <> x | ||
269 | wc = rank a == q | ||
270 | |||
271 | subProp m = m == (trans . fromColumns . toRows) m | ||
272 | |||